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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Quantile"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~subject:"USA"
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Schätztheorie
Estimation theory
Quantile
Statistische Verteilung
Time series analysis
USA
Theorie
63
Theory
63
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Saisonale Schwankungen
8
Seasonal variations
8
Ökonometrie
7
Econometrics
6
Forecasting model
6
Prognoseverfahren
6
Stochastic process
5
Stochastischer Prozess
5
Regression analysis
4
Regressionsanalyse
4
Statistical test
4
Statistischer Test
4
United States
4
Cointegration
3
Core
3
Kointegration
3
Statistical theory
3
Statistische Methodenlehre
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Method of moments
2
Momentenmethode
2
Neural networks
2
Neuronale Netze
2
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Article
41
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1
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41
Aufsatz in Zeitschrift
41
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1
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1
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1
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1
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English
42
Author
All
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Linton, Oliver
Phillips, Peter C. B.
20
Koop, Gary
12
Li, Qi
12
Schmidt, Peter
12
Swanson, Norman R.
11
Diebold, Francis X.
10
Gouriéroux, Christian
9
Steel, Mark F. J.
9
Chib, Siddhartha
8
Giles, David E. A.
8
Hassler, Uwe
8
Hecq, Alain W. J.
8
Krämer, Walter
8
Lee, Lung-fei
8
Baltagi, Badi H.
7
Fan, Yanqin
7
King, Maxwell L.
7
Kohn, Robert
7
Lütkepohl, Helmut
7
McAleer, Michael
7
Peel, David
7
Pesaran, M. Hashem
7
Teräsvirta, Timo
7
Yu, Jun
7
Ōgaki, Masao
7
Chen, Songnian
6
Choi, In
6
Corradi, Valentina
6
Davidson, James E. H.
6
Godfrey, L. G.
6
Haldrup, Niels
6
Kuan, Chung-ming
6
Lee, Junsoo
6
Lee, Myoung-jae
6
Mariano, Roberto S.
6
McDonald, James B.
6
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Economics letters
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Discussion paper / Department of Economics, University of California San Diego
17
Econometric Institute research papers
14
Econometric theory
13
Discussion paper / Tinbergen Institute
12
Econometric reviews
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
International journal of forecasting
7
Oxford bulletin of economics and statistics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Report / Erasmus Center for Financial Research, Erasmus University
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Journal of forecasting
5
Econometric Society monographs
4
Journal of applied econometrics
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Advanced texts in econometrics
3
Cambridge working papers in economics
3
Cowles Foundation discussion paper
3
ERIM report series research in management
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economic review
3
Journal of economic surveys
3
SSE EFI working paper series in economics and finance
3
The economic journal : the journal of the Royal Economic Society
3
Working paper
3
Annales d'économie et de statistique
2
Applied economics
2
CORE discussion paper : DP
2
DAE working paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper / Institute for Empirical Macroeconomics
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers in economics
2
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ECONIS (ZBW)
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1
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
2
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
3
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
4
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
5
Detecting big structural breaks in large factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Saved in:
6
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
7
Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans
- In:
Economics letters
120
(
2013
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
Saved in:
8
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
9
On the econometrics of the geometric lag model
Franses, Philip Hans
;
Oest, Rutger van
- In:
Economics letters
95
(
2007
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
Saved in:
10
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
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